Risk transfer is a key risk and capital management tool for insurance companies. Transferring risk between insurers is … environment of insurers and consider capital costs and capital constraints at the level of individual insurance companies. We …. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game theory. Implications …

downside risk measures (value-at-risk, expected shortfall) or reinsurance premiums and related quantities (large claim index … for various measures and indices, and finally provide applications on insurance losses and financial risks. …